+37.5%
DXCM vs CG
-18.8%
+56.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -3.7% | +2.0% | -5.6% | -4.1% |
| 30D | -5.0% | +8.5% | -13.5% | -6.7% |
| 3M | -8.8% | -12.1% | +3.3% | -6.3% |
| 6M | +31.9% | -16.4% | +48.3% | +37.3% |
| YTD | +20.4% | -28.0% | +48.4% | +27.1% |
| All | +37.5% | -18.8% | +56.3% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling